-37.6%
PEGA vs HRB
-7.7%
-29.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.7% |
| 7D | -6.1% | -10.6% | +4.5% | -3.1% |
| 30D | +6.4% | -0.8% | +7.2% | +5.4% |
| 3M | +2.9% | +19.1% | -16.1% | -4.3% |
| 6M | -23.8% | +48.7% | -72.5% | -33.5% |
| YTD | -41.1% | +7.1% | -48.2% | -45.4% |
| All | -37.6% | -7.7% | -29.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling